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Simulating long-range interacting systems is a challenging task due to its computational complexity that the computational effort for each local update is of order $\cal{O}$$(N)$, where $N$ is the size of system. Recently, a technique,…
Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…
This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…
In this paper we propose and validate a multiscale model for the description of particle diffusion in presence of trapping boundaries. We start from a drift-diffusion equation in which the drift term describes the effect of bubble traps,…
We consider a system of particles experiencing diffusion and mean field interaction, and study its behaviour when the number of particles goes to infinity. We derive non-asymptotic large deviation bounds measuring the concentration of the…
We study the first order phase transition of the fixed-connectivity triangulated surface model using the Parallel Tempering Monte Carlo (PTMC) technique on relatively large lattices. From the PTMC results, we find that the transition is…
We report multipronged progress on the stochastic averaging approach to numerical analytic continuation of quantum Monte Carlo data. With the sampled spectrum parametrized with delta-functions in continuous frequency space, a calculation of…
We study numerical integration over bounded regions in $\mathbb{R}^s, s\ge1$ with respect to some probability measure. We replace random sampling with quasi-Monte Carlo methods, where the underlying point set is derived from deterministic…
We present a generalised framework for resolving the electrochemistry-diffusion interface and modelling hydrogen transport near a crack tip. The adsorption and absorption kinetics are captured by means of Neumann-type generalised boundary…
We study a generalization of the standard trapping problem of random walk theory in which particles move subdiffusively on a one-dimensional lattice. We consider the cases in which the lattice is filled with a one-sided and a two-sided…
A graph homomorphism is a map between two graphs that preserves adjacency relations. We consider the problem of sampling a random graph homomorphism from a graph into a large network. We propose two complementary MCMC algorithms for…
Diffusion in heterogeneous media partitioned by semi-permeable interfaces has a wide range of applications in the physical and life sciences, including gas permeation in soils, diffusion magnetic resonance imaging (dMRI), drug delivery,…
Transport across heterogeneous, patchy environments is a ubiquitous phenomenon spanning fields of study including ecological movement, intracellular transport and regions of specialised function in a cell. These regions or patches may be…
Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…
Perimeter control (PC) prevents loss of traffic network capacity due to congestion in urban areas. Homogeneous PC allows all access points to a protected region to have identical permitted inflow. However, homogeneous PC performs poorly…
A method is developed within an adaptive framework to solve quasilinear diffusion problems with internal and possibly boundary layers starting from a coarse mesh. The solution process is assumed to start on a mesh where the problem is badly…
There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be used if the target distribution of interest is differentiable…
We present a novel path-integral method for the determination of time-dependent and time-averaged reaction rates in multidimensional, periodically driven escape problems at weak thermal noise. The so obtained general expressions are…
In this study, a smoothed particle hydrodynamics (SPH) model that applies a segment-based boundary treatment is used to simulate natural convection. In a natural convection simulated using an SPH model, the wall boundary treatment is a…
In this paper we present a new approach for tightening upper bounds on the partition function. Our upper bounds are based on fractional covering bounds on the entropy function, and result in a concave program to compute these bounds and a…